Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 425'000 | 425'000 | 427'164 | 427'164 | 101'466 CHF | 105'738 CHF | 93.39% | 93.39% |
28.08.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 450'000 | 450'000 | 452'628 | 452'628 | 98'673 CHF | 103'199 CHF | 100.00% | 100.00% |
27.08.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 475'000 | 475'000 | 469'216 | 469'216 | 98'305 CHF | 102'997 CHF | 98.77% | 98.77% |
26.08.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 450'000 | 450'000 | 450'542 | 450'543 | 96'977 CHF | 101'483 CHF | 82.66% | 82.66% |
23.08.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 475'000 | 475'000 | 474'384 | 474'384 | 98'437 CHF | 103'181 CHF | 80.08% | 80.08% |
22.08.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 450'000 | 450'000 | 457'065 | 457'065 | 97'673 CHF | 102'243 CHF | 99.69% | 99.69% |
21.08.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 487'093 | 487'093 | 97'192 CHF | 102'063 CHF | 99.54% | 99.54% |
20.08.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 475'000 | 475'000 | 474'477 | 474'477 | 98'426 CHF | 103'171 CHF | 99.90% | 99.90% |
19.08.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 475'000 | 475'000 | 496'206 | 496'206 | 97'741 CHF | 102'703 CHF | 99.23% | 99.23% |
16.08.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 525'000 | 525'000 | 518'406 | 518'406 | 96'706 CHF | 101'890 CHF | 98.79% | 98.79% |